COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :   199,435:    42,644     52,085     32,668    114,551    104,443    189,863    189,196:     9,572     10,239
Old  :   130,014:    33,635     53,835     23,071     66,826     44,834    123,532    121,740:     6,482      8,274
Other:    69,421:    17,053      6,294      1,553     47,725     59,609     66,331     67,456:     3,090      1,965
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :     3,753:       -83      3,853      3,478        407     -3,180      3,802      4,151:       -49       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       26.1       16.4       57.4       52.4       95.2       94.9:       4.8        5.1
Old  :     100.0:      25.9       41.4       17.7       51.4       34.5       95.0       93.6:       5.0        6.4
Other:     100.0:      24.6        9.1        2.2       68.7       85.9       95.5       97.2:       4.5        2.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        72        101         85         68         62        192        203:
Old  :       248:        59        108         62         49         54        149        187:
Other:       155:        57         26         16         52         39        113         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       22.0       31.7       31.0       15.9       14.8       23.6       23.2
Old  :                 26.0       14.4       37.0       25.0       25.2       13.9       34.3       22.0
Other:                 25.2       54.1       40.1       70.8       25.2       50.1       39.4       66.6
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 15,000 POUNDS)                                               :
     :          :                                                                            :
All  :    13,085:     3,258      2,667        660      7,252      8,818     11,170     12,145:     1,915        940
Old  :    12,569:     3,225      2,684        643      6,804      8,315     10,672     11,642:     1,897        927
Other:       516:        50          0          0        448        503        498        503:        18         13
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :    -1,454:      -297     -2,880        368     -1,027        905       -956     -1,607:      -498        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       20.4        5.0       55.4       67.4       85.4       92.8:      14.6        7.2
Old  :     100.0:      25.7       21.4        5.1       54.1       66.2       84.9       92.6:      15.1        7.4
Other:     100.0:       9.7        0.0        0.0       86.8       97.5       96.5       97.5:       3.5        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22         14          8         17         11         44         30:
Old  :        64:        22         14          7         17         11         43         30:
Other:         9:         4          0          0          3          2          7          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       54.8       46.1       71.3       27.5       52.8       46.1       69.4
Old  :                 26.8       53.0       45.5       70.3       26.8       51.0       45.5       68.2
Other:                 92.2       97.5       96.5       97.5       92.2       97.5       96.5       97.5
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 10 METRIC TONS)                                              :
     :          :                                                                            :
All  :   235,796:    51,196     44,981     45,528    127,844    138,613    224,568    229,122:    11,228      6,674
Old  :   152,079:    50,885     42,982     22,858     69,497     80,415    143,240    146,255:     8,839      5,824
Other:    83,717:    16,751     18,439      6,230     58,347     58,198     81,328     82,867:     2,389        850
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :    -7,416:    -4,841      4,910     -5,424      2,722     -5,793     -7,543     -6,307:       127     -1,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       19.1       19.3       54.2       58.8       95.2       97.2:       4.8        2.8
Old  :     100.0:      33.5       28.3       15.0       45.7       52.9       94.2       96.2:       5.8        3.8
Other:     100.0:      20.0       22.0        7.4       69.7       69.5       97.1       99.0:       2.9        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        72         48         77         62         47        175        145:
Old  :       197:        75         46         66         60         46        163        137:
Other:        97:        21         23         12         46         23         76         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       34.8       34.5       48.3       17.0       21.0       22.9       30.7
Old  :                 21.0       34.8       30.0       45.6       10.6       23.0       17.2       31.8
Other:                 46.5       49.3       59.6       66.1       40.6       42.1       50.9       56.3
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 112,000 POUNDS)                                              :
     :          :                                                                            :
All  : 1,015,678:   193,490    112,969    117,864    628,561    723,098    939,915    953,931:    75,763     61,747
Old  : 1,015,678:   193,490    112,969    117,864    628,561    723,098    939,915    953,931:    75,763     61,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :     1,660:      -896      7,260     -9,268      6,595      4,527     -3,569      2,519:     5,229       -859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       11.1       11.6       61.9       71.2       92.5       93.9:       7.5        6.1
Old  :     100.0:      19.1       11.1       11.6       61.9       71.2       92.5       93.9:       7.5        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        78         53         82         92         79        212        177:
Old  :       244:        78         53         82         92         79        212        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       28.1       26.6       39.7        9.1       16.5       15.1       23.4
Old  :                 17.9       28.1       26.6       39.7        9.1       16.5       15.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COFFEE C - ICE FUTURES U.S.                                                                             Code-083731
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 37,500 POUNDS)                                               :
     :          :                                                                            :
All  :   240,712:    47,277     15,478     51,064    133,957    167,685    232,298    234,227:     8,414      6,485
Old  :   153,393:    38,766     23,938     27,824     80,591     96,517    147,181    148,279:     6,212      5,114
Other:    87,319:    22,125      5,154      9,626     53,366     71,168     85,117     85,948:     2,202      1,371
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :    -5,156:     1,407     -5,380     -2,909     -3,719      2,493     -5,221     -5,796:        65        640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.4       21.2       55.7       69.7       96.5       97.3:       3.5        2.7
Old  :     100.0:      25.3       15.6       18.1       52.5       62.9       96.0       96.7:       4.0        3.3
Other:     100.0:      25.3        5.9       11.0       61.1       81.5       97.5       98.4:       2.5        1.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:       120         57        105        126        122        295        251:
Old  :       336:       110         73         92        116        107        272        231:
Other:       208:        54         27         22         99         75        161        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       23.4       26.3       35.9        8.7       15.7       15.1       24.8
Old  :                 14.0       25.4       23.1       36.6       10.2       18.7       16.7       26.5
Other:                 29.3       32.6       42.0       46.2       23.5       25.9       31.3       38.1
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (U.S. DOLLAR INDEX X $1000)                                                :
     :          :                                                                            :
All  :    28,972:    22,952      8,887        678      2,073     17,744     25,703     27,309:     3,269      1,663
Old  :    28,972:    22,952      8,887        678      2,073     17,744     25,703     27,309:     3,269      1,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :       634:       496     -1,049        -86         25      2,111        435        976:       199       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.2       30.7        2.3        7.2       61.2       88.7       94.3:      11.3        5.7
Old  :     100.0:      79.2       30.7        2.3        7.2       61.2       88.7       94.3:      11.3        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        38         18          6          7          6         47         29:
Old  :        68:        38         18          6          7          6         47         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       71.0       71.1       83.0       58.8       69.0       69.3       81.0
Old  :                 60.1       71.0       71.1       83.0       58.8       69.0       69.3       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANOLA - ICE FUTURES U.S.                                                                               Code-135731
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (20 Metric Tonnes)                                                         :
     :          :                                                                            :
All  :   171,538:     3,730     49,949     15,678    151,356    104,149    170,764    169,776:       774      1,762
Old  :   113,255:     7,638     50,445      6,236     98,760     55,663    112,634    112,344:       621        911
Other:    58,283:     4,939      8,351        595     52,596     48,486     58,130     57,432:       153        851
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :    -3,753:      -105     -8,158     -1,310     -2,192      5,822     -3,607     -3,646:      -146       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       29.1        9.1       88.2       60.7       99.5       99.0:       0.5        1.0
Old  :     100.0:       6.7       44.5        5.5       87.2       49.1       99.5       99.2:       0.5        0.8
Other:     100.0:       8.5       14.3        1.0       90.2       83.2       99.7       98.5:       0.3        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        24         89         25         29         47         72        150:
Old  :       148:        27         77         18         26         30         65        115:
Other:        85:         7         37          8         10         36         22         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       38.5       81.9       52.6       60.1       36.0       72.3       47.0
Old  :                 66.1       36.3       85.6       53.7       66.1       35.5       83.2       51.7
Other:                 70.4       57.6       95.1       75.4       70.0       57.6       92.4       73.9
 
MSCI EAFE MINI INDEX - ICE FUTURES U.S.                                                                 Code-244041
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI EAFE INDEX X $50)                                                    :
     :          :                                                                            :
All  :   525,956:    46,822     37,843        535    468,982    483,965    516,339    522,343:     9,617      3,613
Old  :   525,956:    46,822     37,843        535    468,982    483,965    516,339    522,343:     9,617      3,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :    41,399:    20,273      7,902        -24     19,114     35,973     39,363     43,851:     2,036     -2,452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        7.2        0.1       89.2       92.0       98.2       99.3:       1.8        0.7
Old  :     100.0:       8.9        7.2        0.1       89.2       92.0       98.2       99.3:       1.8        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        17         19          5         89         95        109        116:
Old  :       173:        17         19          5         89         95        109        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       43.8       46.6       55.0       29.8       43.8       45.2       55.0
Old  :                 30.3       43.8       46.6       55.0       29.8       43.8       45.2       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.                                                        Code-244042
Commitments of Traders - Futures Only, March 31, 2020                                                              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (MSCI Emerging Markets Index x $50)                                        :
     :          :                                                                            :
All  : 1,341,820:   206,601    112,998      9,598  1,090,238  1,159,759  1,306,437  1,282,355:    35,383     59,465
Old  : 1,341,820:   206,601    112,998      9,598  1,090,238  1,159,759  1,306,437  1,282,355:    35,383     59,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 24, 2020                       :
     :   -31,931:    -8,476      3,115     -1,343    -24,448    -72,136    -34,267    -70,364:     2,336     38,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        8.4        0.7       81.3       86.4       97.4       95.6:       2.6        4.4
Old  :     100.0:      15.4        8.4        0.7       81.3       86.4       97.4       95.6:       2.6        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:        83         46         26        195        154        286        218:
Old  :       395:        83         46         26        195        154        286        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       39.9       30.6       51.3       16.1       39.9       27.8       50.9
Old  :                 17.2       39.9       30.6       51.3       16.1       39.9       27.8       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 03, 2020